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Portfolio & Risk Interview Questions
Portfolio and risk questions cover the Sharpe ratio, Value at Risk, the Kelly criterion, diversification and drawdown — the toolkit of risk and portfolio interviews. All 17 portfolio & risk questions below come with a full worked solution — sign in to check your answers and track your progress.
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Sharpe Ratio
Goldman SachsAQR Capital
Two-Asset Portfolio Volatility
Goldman SachsAQR Capital
Value at Risk (Normal)
Goldman SachsMorgan StanleyMillennium Management
CVaR / Expected Shortfall
AQR CapitalTwo Sigma
Diversification & Sharpe
AQR CapitalCitadel
Maximum Drawdown
CitadelTwo SigmaMan Group
Kelly Criterion
CitadelJane Street
VaR Time Scaling
Goldman SachsMorgan Stanley
Minimum-Variance Weight
AQR CapitalBlackRock
Portfolio Beta
Goldman SachsAQR Capital
Annualizing Sharpe
Two SigmaAQR Capital
The Diversification Floor
BlackRockAQR Capital
Minimum-Variance Hedge Ratio
Goldman SachsPIMCO
Two-Asset Risk Parity
AQR CapitalMan Group
Information Ratio
BlackRockMillennium Management
Beta of a Portfolio
J.P. MorganBlackRock
Sortino Ratio
Man GroupMillennium Management
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